#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Models.Marketmodels;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Marketmodels.Pathwisegreeks
{
     
    [Guid ("7FB0C68E-25F2-489e-B528-A6D35C27A790"),ComVisible(true)]
	public interface ISwaptionPseudoDerivative 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double Expiry {get;}
        
		 Double ImpliedVolatility {get;}
        
		 Double Variance {get;}
        
		 Cephei.QL.Math.IMatrix VarianceDerivative(UInt64 i);
        
		 Cephei.QL.Math.IMatrix VolatilityDerivative(UInt64 i);
    }

    // <summary> 
	//  Factory
	// </summary>
   	[ComVisible(true)]
    public interface ISwaptionPseudoDerivative_Factory // : Collection_Factory<ISwaptionPseudoDerivative, ICell<ISwaptionPseudoDerivative>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ISwaptionPseudoDerivative Create (Cephei.QL.Models.Marketmodels.IMarketModel inputModel, UInt64 startIndex, UInt64 endIndex);
    }
}

